Forecasting compositional time series : a state space approach
Ralph D. Snyder, J. Keith Ord, Anne B. Koehler, Keith R. McLaren, Adrian N. Beaumont
| Year of publication: |
April-June 2017
|
|---|---|
| Authors: | Snyder, Ralph D. ; Ord, John Keith ; Koehler, Anne B. ; McLaren, Keith Robert ; Beaumont, Adrian N. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 33.2017, 2, p. 502-512
|
| Subject: | Log ratio transformation | Market shares | Maximum likelihood estimation | Model invariance | Multi-series models | New products | Prediction distributions | US automobiles sales | Vector exponential smoothing | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2016.11.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011922922